Strategic: DIY, ranked by Treynor

for period ending February 28, 2025

More ways to view this list of Portfolio Recipes:
Recipe Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Strategic: DIY, Tactical: DIY, Tactical: Managed

The Treynor Ratio is a significant measure of risk-adjusted return used in portfolio management and financial analysis. Unlike the Sharpe Ratio, which evaluates total risk, the Treynor Ratio focuses solely on market risk, measured by beta.

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Portfolio Recipes: Strategic: DIY Peer Group
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      Treynor   Total Return, annualized
Recipe Name ID Category 1 year 3 year 5 year 10 year 15 year 20 year   1 year 3 year 5 year 10 year 15 year 20 year
    Group average  
 
Strategic 50-50 s.5050 Balanced 15.9% * * * * *   11.6% * * * * *
Strategic 60-40 Portfolio s.6040 Balanced 15.9% * * * * *   12.8% * * * * *
7Twelve Israelson s.712 Balanced 13.6% * * * * *   9.0% * * * * *
Couch Potato: Scott Burns s.couc Balanced 16.9% * * * * *   11.8% * * * * *
Ben Graham 50-50 s.grah Balanced 17.1% * * * * *   10.7% * * * * *
Safe Haven Portfolio s.have Balanced 47.2% * * * * *   19.9% * * * * *
Six Ways from Sunday s.lazy Balanced 12.3% * * * * *   9.4% * * * * *
ETF Moderate s.mode Balanced 14.9% * * * * *   10.7% * * * * *
David Swensen inspired s.swen Balanced 13.2% * * * * *   11.4% * * * * *
Lazy: Ultimate Buy & Hold s.buyh Balanced 14.4% * * * * *   8.6% * * * * *
Lazy: Coffeehouse s.coff Balanced 12.2% * * * * *   9.8% * * * * *
Lazy: Margaritaville s.marg Balanced 19.2% * * * * *   11.9% * * * * *
Lazy: Smart Money s.smar Balanced 15.1% * * * * *   9.9% * * * * *
Strategic 70-30 Portfolio s.7030 High Equity 16.0% * * * * *   14.0% * * * * *
Strategic 80-20 Portfolio s.8020 High Equity 16.0% * * * * *   15.2% * * * * *
ETF Aggressive s.aggr High Equity 13.6% * * * * *   10.4% * * * * *
Ben Stein inspired s.bens High Equity 18.3% * * * * *   12.4% * * * * *
Low Volatility Portfolio s.lowv High Equity 35.7% * * * * *   10.7% * * * * *
Lazy: Aronson s.aron High Equity 12.4% * * * * *   9.9% * * * * *
Lazy: No Brainer s.nobr High Equity 14.2% * * * * *   11.8% * * * * *
Lazy: Second Grader s.seco High Equity 18.0% * * * * *   14.8% * * * * *
Lazy: Yale Unconventional s.yale High Equity 14.4% * * * * *   11.8% * * * * *
Harry Browne inspired s.brow Low Equity 31.9% * * * * *   15.6% * * * * *
Ray Dalio inspired s.dali Low Equity 21.6% * * * * *   10.2% * * * * *
Ivy Portfolio s.ivyp Low Equity 16.8% * * * * *   10.6% * * * * *
No Equity Portfolio s.noeq Low Equity 26.8% * * * * *   18.0% * * * * *
Permanent Plus s.plus Low Equity 32.9% * * * * *   20.1% * * * * *
Black Swan Hyperinflation s.swan Low Equity 60.5% * * * * *   14.6% * * * * *
Talmud Dividend Equities s.talm Low Equity 32.9% * * * * *   21.9% * * * * *
Worst Case Scenario s.wors Low Equity -17474.6% * * * * *   8.8% * * * * *
Talmud with Blue Chip s.talc Low Equity 12.9% * * * * *   11.4% * * * * *
Talmud Broad Market s.talb Low Equity 13.9% * * * * *   12.6% * * * * *
Talmud with Small Cap s.tals Low Equity 9.1% * * * * *   9.1% * * * * *
Talmud Equities and Gold s.talg Low Equity 31.6% * * * * *   23.6% * * * * *